A functional Hodrick-Prescott filter

DOI10.1515/jiip-2015-0111zbMath1360.62116arXiv1312.4936OpenAlexW2132381619WikidataQ84932694 ScholiaQ84932694MaRDI QIDQ522941

Boualem Djehiche, Hiba Nassar

Publication date: 20 April 2017

Published in: Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.4936

zbMATH Keywords

smoothinginverse problemsadaptive estimationHodrick-Prescott filtersignal extractionGaussian measures on a Hilbert space

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items (max. 100)

A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter ⋮ On the functional Hodrick-Prescott filter with non-compact operators

Uses Software

• fda (R)

Cites Work

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